Reflections do not show in imported model
The model contains only one material. If you want the windows to have another one, go in the material panel and add it (see below). For this example I've set it red. I've done it using Blender Internal but for Cycles this is exactly the same principle (you'll simply need to setup the material with nodes).



Now you need to associate the wanted faces to this new material.
Enter edit mode, select the faces, choose the material and click "assign".

Here the windows are composed of four layers (probably for security reasons:). So to access the layer behind I hide the first one with H.

Once done, use AltH to make hidden parts reappear.